+1,842.9%
HWM vs OTIS
+91.8%
+1,751.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -8.0% | -2.2% | -5.9% | -6.8% |
| 30D | -18.0% | -4.3% | -13.7% | -15.9% |
| 3M | -9.5% | -2.2% | -7.3% | -8.8% |
| 6M | -8.4% | -19.9% | +11.5% | +3.5% |
| YTD | +13.6% | -19.3% | +33.0% | +27.4% |
| 1Y | +30.2% | -19.6% | +49.8% | +46.0% |
| 3Y | +392.2% | -11.5% | +403.8% | +397.7% |
| 5Y | +645.2% | -16.8% | +662.0% | +670.2% |
| All | +1,842.9% | +91.8% | +1,751.1% | +1,176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling